#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Models.Marketmodels;
using Cephei.QL.Math;
namespace Cephei.QL.Models.Marketmodels.Pathwisegreeks
{
    /// <summary> 
	/// 
	/// </summary>
    [Guid ("7FB0C68E-25F2-489e-B528-A6D35C27A790"),ComVisible(true)]
	public interface ISwaptionPseudoDerivative 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double Expiry {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double ImpliedVolatility {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Variance {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Math.IMatrix VarianceDerivative(UInt64 i);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Math.IMatrix VolatilityDerivative(UInt64 i);
    }   

    /// <summary> 
	///  Factory
	/// </summary>
   	[ComVisible(true)]
    public interface ISwaptionPseudoDerivative_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    ISwaptionPseudoDerivative Create (Cephei.QL.Models.Marketmodels.IMarketModel inputModel, UInt64 startIndex, UInt64 endIndex);
    }
}

